The death of Monroe is pretty horrific due to how easily Pinhead was able to convince Terri to offer him as a sacrifice despite Pinhead wanting to give her a fate worse than death minutes earlier, as well as how ready Pinhead was to kill him. Not to mention Monroe looking up to see Pinhead's face as he drives a piston through his head. Sure, he was a jerk, but that is still an ugly way to go out.
Both Hell on Earth and Inferno have scenes where characters are killed behind closed doors. We just hear really, really awful noises (especially in the latter) as a large amount of blood begins flowing out from under the door. The Engineer first appearing in Inferno could also count.
Deader has Amy wake up with a knife in her back. After several frantic minutes, she resorts to slamming a door on the handle, and then begins painfully inching forward to try and slowly pull the blade out.
Hellbound has a mental patient being given a straight razor. As he screams "Get them off me!" he starts carving into his torso, trying to cut the maggots he is imagining out (at several points, it shows things from his point of view, bugs and all). His spilled blood summons the skinless Julia, and the two begin wrestling, and there is just blood flying everywhere. When Julia finally kills the mental patient, he vomits, to add to the Nausea Fuel.
To understand the "angel to some" part of Pinhead's boast, see Rob Ager's analysis of the original film here. It's nightmare fuel by itself.